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LOPP vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOPP vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Love Our Planet & People ETF (LOPP) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LOPP achieves a 17.05% return, which is significantly lower than COMT's 29.49% return.


LOPP

1D
-0.10%
1M
-1.20%
6M
7.49%
YTD
17.05%
1Y
25.53%
3Y*
16.71%
5Y*
7.86%
10Y*
ALL TIME*
9.82%

COMT

1D
0.65%
1M
5.25%
6M
19.23%
YTD
29.49%
1Y
33.46%
3Y*
10.63%
5Y*
11.85%
10Y*
8.63%
ALL TIME*
3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.13M$10.19M$11.89M
$5.35K$6.24K$15.05K

LOPP vs. COMT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LOPP
Gabelli Love Our Planet & People ETF
17.05%22.61%9.89%4.74%-15.04%19.35%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
29.49%6.07%5.96%-6.56%19.45%32.56%

Correlation

The correlation between LOPP and COMT is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.20

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2021

0.13

The correlation between LOPP and COMT shifts across timeframes, from -0.20 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LOPP vs. COMT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LOPP
LOPP Risk / Return Rank: 5656
Overall Rank
LOPP Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LOPP Sortino Ratio Rank: 5252
Sortino Ratio Rank
LOPP Omega Ratio Rank: 4848
Omega Ratio Rank
LOPP Calmar Ratio Rank: 6666
Calmar Ratio Rank
LOPP Martin Ratio Rank: 6363
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 5151
Overall Rank
COMT Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 5353
Sortino Ratio Rank
COMT Omega Ratio Rank: 5353
Omega Ratio Rank
COMT Calmar Ratio Rank: 4646
Calmar Ratio Rank
COMT Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LOPP vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LOPPCOMTDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratioReturn relative to maximum drawdown

2.63

1.91

+0.71

Martin ratioReturn relative to average drawdown

8.61

5.84

+2.78

LOPP vs. COMT - Sharpe Ratio Comparison

The current LOPP Sharpe Ratio is 1.47, which is comparable to the COMT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of LOPP and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LOPP vs. COMT - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for LOPP and COMT.


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Drawdown Indicators


LOPPCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-51.89%

+26.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-17.57%

+7.80%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-17.57%

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-29.00%

+3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-2.87%

-11.75%

+8.88%

Average Drawdown

Average peak-to-trough decline

-8.08%

-23.89%

+15.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

5.75%

-2.78%

Volatility

LOPP vs. COMT - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) have volatilities of 4.91% and 5.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOPPCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

5.13%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.13%

18.95%

-4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

21.64%

-4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

21.09%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.74%

18.86%

-1.12%

LOPP vs. COMT - Expense Ratio Comparison

LOPP has a 0.00% expense ratio, which is lower than COMT's 0.48% expense ratio.


Dividends

LOPP vs. COMT - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 0.71%, less than COMT's 5.98% yield.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
5.98%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
LOPP
Gabelli Love Our Planet & People ETF
0.71%0.83%1.88%2.23%2.01%1.25%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LOPP and COMT have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMT has higher volatility (5.13%) compared to LOPP (4.91%). In terms of maximum drawdown, LOPP dropped -25.28% vs COMT's -51.89%.

On 5-year performance, COMT leads with 11.85% vs 7.86% for LOPP. On fees, LOPP is cheaper at 0.00% per year. On volatility, LOPP has been the lower-risk option at 4.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMT has performed better with a 11.85% return vs 7.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LOPP is cheaper with a 0.00% expense ratio, compared with 0.48% for COMT.

COMT has the higher dividend yield at 5.98%, compared with 0.71% for LOPP.

LOPP is categorized as Mid Cap Blend Equities, while COMT is Commodities. They also come from different issuers: Gabelli and iShares. Their fees differ too: 0.00% for LOPP and 0.48% for COMT.

COMT currently has the higher Sharpe Ratio (1.55 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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